+431.5%
LIN vs NTRA
+2,761.8%
-2,330.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | +2.1% | +2.7% | -0.6% | +1.8% |
| 30D | +6.8% | -19.2% | +25.9% | +8.6% |
| 3M | +10.4% | +2.7% | +7.7% | +9.6% |
| 6M | +3.2% | +63.4% | -60.2% | -2.5% |
| YTD | +24.6% | +39.3% | -14.7% | +19.0% |
| 1Y | +24.4% | +59.0% | -34.6% | +17.1% |
| 3Y | +36.7% | +557.4% | -520.6% | +9.4% |
| 5Y | +67.0% | +177.4% | -110.4% | +40.1% |
| All | +431.5% | +2,761.8% | -2,330.3% | +225.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling